Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52145.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48019.32 Kr¶

PnL: ---------------------------------------> -912.68 Kr¶

DD now: ---------------------------------> -1.834 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 11:16:34.509809'

Anic Portfolio¶

Today¶

Return: 0.136 %¶

This Week¶

Return: -0.325 %¶

Total portfolio value¶

Return including deposits: 70.713 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 4.550000 686.980000 47.980000 7.510000 638.999984
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Vitrolife 3 1.990000 706.200000 29.200000 4.310000 677.000001
Biotage 4 1.220000 631.600000 28.600000 4.740000 603.000000
Embracer Group B 26 2.140000 689.000000 27.000000 4.080000 661.999988
Volati 5 4.890000 601.000000 27.000000 4.700000 574.000000
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Addtech B 3 -0.170000 714.000000 14.000000 2.000000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.010000 663.250000 9.250000 1.410000 653.999997
Fortnox 10 -0.060000 676.000000 8.000000 1.200000 668.000000
Humana 40 2.660000 680.000000 6.000000 0.890000 674.000000
Svolder B 35 -0.480000 2182.250000 3.250000 0.150000 2179.000005
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.980000 1315.500000 -4.500000 -0.340000 1320.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
Addnode Group B 6 -2.290000 742.800000 -9.200000 -1.220000 751.999998
SCA A 4 0.270000 589.600000 -9.400000 -1.570000 599.000000
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Sdiptech B 3 -1.600000 811.200000 -10.800000 -1.310000 822.000000
Investor B 3 -0.490000 645.600000 -12.400000 -1.880000 657.999999
BONESUPPORT HOLDING 10 -0.250000 1207.000000 -17.000000 -1.390000 1224.000000
Lime Technologies 2 -3.090000 565.000000 -28.000000 -4.720000 593.000000
Ambea 68 0.880000 2487.440000 -49.560000 -1.950000 2537.000032
Gaming Innovation Group 161 -0.390000 4129.650000 -58.350000 -1.390000 4187.999942
Lundin Gold 7 -0.460000 912.800000 -61.200000 -6.280000 973.999999
Creades A 7 -0.700000 544.950000 -66.050000 -10.810000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.600000 3444.800000 -100.200000 -2.830000 3545.000000
Sedana Medical 135 2.220000 4225.500000 -105.500000 -2.440000 4330.999935
New Wave B 40 -0.230000 3751.200000 -164.800000 -4.210000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48019.320000 -912.680000 -1.83425% 48931.999868

Updated:¶

'2023-06-14 11:16:50.728143'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶